New Monograph: Modern Nonconvex Nondifferentiable Optimization, Ying Cui and Jong-Shi Pang, MOS/SIAM Series on Optimization (2021). [Cover Page] [Flyer][Pre-order available here]

My research focuses on the mathematical foundation of data science with emphasis on optimization techniques for operations research, machine learning and statistical estimations. This includes computational methods for large scale semidefinite programming, stochastic programming and modern nonconvex nondifferentiable optimization problems. I am also interested in second order variational analysis for matrix optimization problems.